+293.4%
WBD vs EWZ
+263.4%
+30.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +3.9% | +8.2% | -4.3% | +0.4% |
| 3M | +5.1% | +13.3% | -8.2% | -0.5% |
| 6M | +0.6% | +3.6% | -3.0% | -1.6% |
| YTD | -3.2% | +21.0% | -24.1% | -11.5% |
| 1Y | +127.7% | +34.7% | +93.0% | +98.4% |
| 3Y | +146.6% | +48.3% | +98.3% | +107.0% |
| 5Y | +4.2% | +60.1% | -55.9% | -17.1% |
| 10Y | +13.7% | +92.6% | -78.9% | -26.1% |
| All | +293.4% | +263.4% | +30.0% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling